+854.4%
EWT vs UAL
+242.1%
+612.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.5% |
| 7D | +4.0% | +0.7% | +3.3% | +3.8% |
| 30D | +10.3% | -16.1% | +26.4% | +12.9% |
| 3M | +6.1% | +6.1% | -0.1% | +5.0% |
| 6M | +56.6% | +10.8% | +45.8% | +53.8% |
| YTD | +76.6% | -0.4% | +77.0% | +75.4% |
| 1Y | +97.9% | +5.0% | +92.8% | +94.7% |
| 3Y | +198.0% | +124.0% | +74.0% | +158.9% |
| 5Y | +151.8% | +141.0% | +10.8% | +112.0% |
| 10Y | +514.1% | +118.0% | +396.1% | +385.8% |
| All | +854.4% | +242.1% | +612.4% | +489.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UAL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling